+5,905.4%
CSX vs UMC
+259.6%
+5,645.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.2% |
| 7D | -3.4% | +5.0% | -8.3% | -4.5% |
| 30D | -3.1% | +7.7% | -10.8% | -4.8% |
| 3M | +7.2% | +1.7% | +5.5% | +4.4% |
| 6M | +16.2% | +113.9% | -97.8% | -5.6% |
| YTD | +37.5% | +168.9% | -131.4% | +4.7% |
| 1Y | +53.2% | +207.2% | -154.0% | +12.7% |
| 3Y | +68.2% | +227.7% | -159.5% | +19.2% |
| 5Y | +65.2% | +118.0% | -52.8% | +25.3% |
| 10Y | +504.1% | +1,682.1% | -1,178.0% | +152.4% |
| All | +5,905.4% | +259.6% | +5,645.8% | +2,293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling